Sino Land Co Ltd (SNLAF)
1.20
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Sino Land Max Drawdown (5Y): 39.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.52% |
March 31, 2024 | 39.52% |
February 29, 2024 | 39.52% |
January 31, 2024 | 39.52% |
December 31, 2023 | 39.52% |
November 30, 2023 | 39.52% |
October 31, 2023 | 39.52% |
September 30, 2023 | 39.52% |
August 31, 2023 | 39.52% |
July 31, 2023 | 39.52% |
June 30, 2023 | 39.52% |
May 31, 2023 | 39.52% |
April 30, 2023 | 39.52% |
March 31, 2023 | 39.52% |
February 28, 2023 | 39.52% |
January 31, 2023 | 39.52% |
December 31, 2022 | 39.52% |
November 30, 2022 | 39.52% |
October 31, 2022 | 39.52% |
September 30, 2022 | 39.52% |
August 31, 2022 | 39.52% |
July 31, 2022 | 39.52% |
June 30, 2022 | 39.52% |
May 31, 2022 | 39.52% |
April 30, 2022 | 39.52% |
Date | Value |
---|---|
March 31, 2022 | 39.52% |
February 28, 2022 | 39.52% |
January 31, 2022 | 39.52% |
December 31, 2021 | 39.52% |
November 30, 2021 | 39.52% |
October 31, 2021 | 39.52% |
September 30, 2021 | 39.52% |
August 31, 2021 | 39.52% |
July 31, 2021 | 39.52% |
June 30, 2021 | 39.52% |
May 31, 2021 | 39.52% |
April 30, 2021 | 39.52% |
March 31, 2021 | 39.52% |
February 28, 2021 | 39.52% |
January 31, 2021 | 39.52% |
December 31, 2020 | 39.52% |
November 30, 2020 | 39.52% |
October 31, 2020 | 39.52% |
September 30, 2020 | 39.52% |
August 31, 2020 | 39.52% |
July 31, 2020 | 39.52% |
June 30, 2020 | 39.52% |
May 31, 2020 | 39.52% |
April 30, 2020 | 39.52% |
March 31, 2020 | 39.18% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
23.90%
Minimum
May 2019
39.52%
Maximum
Apr 2020
37.20%
Average
39.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Kerry Properties Ltd | 51.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.96 |
Beta (5Y) | 0.5138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.86% |
Historical Sharpe Ratio (5Y) | -0.3438 |
Historical Sortino (5Y) | -0.4902 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.58% |